A new hybrid approach to panel data change point detection

DOI10.1080/03610926.2020.1760298MaRDI QIDQ5079862zbMATH OpenOpenAlexFDO

Authors Karim Atashgar, Naser Rafiee, Mahdi Karbasian

Publication date 30 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2020.1760298

zbMATH Keywords

panel datachange pointdouble CUSUMmodified EWMA

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 3766903 (Why is no real title available?)
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• High-dimensional change-point detection under sparse alternatives
• Maximum likelihood estimation in the multi-path change-point problem
• Multiple-Change-Point Detection for High Dimensional Time Series via Sparsified Binary Segmentation
• Multiscale and multilevel technique for consistent segmentation of nonstationary time series
• On tests for detecting change in mean
• Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
• Structural breaks in dependent, heteroscedastic, and extremal panel data.
• Testing structural changes in panel data with small fixed panel size and bootstrap
• Uniform change point tests in high dimension
• Variance change-point detection in panel data models

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